Kniha Market Microstructure and Nonlinear Dynamics Gilles Dufrénot

Market Microstructure and Nonlinear Dynamics

Keeping Financial Crisis in Context

Jazyk: Angličtina
Väzba: Brožovaná
Dostupnosť: Skladom u dodávateľa
Odosielame za 5-8 dní
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This book discusses market microstructure environment within the context of the global financial cri...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2016
Stránok
315
EAN
9783319343259
ISBN
3319343254
Enbook ID
14166990
Hmotnosť
4978
Rozmery
155 x 235 x 18

Kompletný popis

This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, the new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for academic researchers, students and quantitative practitioners.

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